A Study of Hedging α-Strategy Portfolios in the Period of Financial Crisis
碩士 === 國立中興大學 === 財務金融系所 === 97 === In the past few years, financial crises have become frequently, and thus it is inexorable to find a way of hedging on the portfolio. In this study, we construct the portfolios by several different financial indices, such as price-to-book ratio, return on equity,...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2009
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| Online Access: | http://ndltd.ncl.edu.tw/handle/65991746312517680189 |